I used to use SymfoniP’s neat lightbox stack to display Vimeo files on a page. In general, there are two short Vimeo files references on each page of this site: www.ollylambert.com, in the Film tab. You can see an example on this page, although of course the lightbox effect is absent: http://www.ollylambert.com/syria.html.
At the moment it simply links to the Vimeo page, which is clunky. It used to pop up as a lightbox with an option to enlarge; all I had to do was add the stack to the page for all the links to show up correctly. I’m hoping that someone might have made a similar stack which does the same, as I’m not relishing the idea of trawling through every single page of the site and assigning each video link its own code.